Release Notes

January 2022 - Production Environment

New features are production released in a phased rollout to our globally distributed system. Therefore, a feature may be listed here which has not yet reached your workspace(s). However all of these features are available at uat.trade.tt.


Production Start Production Complete Type Component Release Note

01/24/2022

01/24/2022

Fixes

Market Data

Fixes a bug on MX where futures, options and mlegs were set to IsUserDefined=True. After this fix is deployed, only User Defined Strategies will be flagged as IsUserDefined=True.

(Ref 137367)

01/23/2022

Improvements

Exchanges

This version of SGX Order Connector adds support for Titan Service Release 8.5 and the related Self-Trade Prevention Enhancements included. With Service Release 8.5, SGX is providing an additional tier of STP checking at a new “Trading Group” level, while still retaining their existing STP functionality. In turn, this version of SGX Order Connector adds full support for this new feature.

Use of SGX Service Release 8.5 features requires no new changes or additional configurations on the TT platform. Messages that are currently in use with existing SGX STP features will continue to be the same after the update.

SGX currently plans to make the new STP Trading Groups effective in production starting from February 8. Customers planning to make immediate use of Trading Groups in production must email their requests to access@sgx.com by January 29. If customers wish to test the new feature in UAT, requests for Trading Group setup in the SGX Member Test Environment must be sent to derivatives_dev@sgx.com. Please note: For convenience, a Trading Group setup template is available in the most recent editions of TT System Admin News & Updates: https://www.tradingtechnologies.com/support-updates/

* IMPORTANT *
Customers making use of STP Trading Groups must ensure that all Exchange User IDs shared by a single connection are in the same STP Trading Group. Any Connection configured to have TTF and TTOs in different STP Trading Groups will be considered to be an invalid configuration and cannot be supported. Thank you for your cooperation and understanding.

(Ref 136880)

01/23/2022

01/23/2022

Improvements

General

A summary/reconciliation report is now provided to each customer in their EFT folder. This report contains a list of files delivered to the EFT server each day.

(Ref 136282)

Learn More

01/21/2022

01/21/2022

Fixes

Market Data

Fixes a bug that caused Term and Series Term data to be removed for some MX contracts.

(Ref 137434)

01/21/2022

01/21/2022

Fixes

Market Data

Fixes a bug on MX that caused incorrect LTD for SXF spreads.

(Ref 137365)

01/14/2022

Improvements

Score

New Model: Ramping is Score's newest beta model and it detects aggressive (liquidity taking) trading through multiple price levels over a short period of time. Scores are higher the more aggressive the trading is, and the more price levels the trading moves though.

(Ref 137112)

01/14/2022

01/14/2022

Improvements

Setup App

Added the ability to expand or collapse all accounts in the Accounts datagrid. Use the + symbol in the "Name" column header to expand all, and - to collapse all.

(Ref 136987)

01/08/2022

02/11/2022

Improvements

FIX Services

In order to better align with standard FIX Protocol, from TT FIX v176 onward the FIX Order Router will enforce the requirement that CancelReplace requests must include OrdType (tag 40) and OrderQty (tag 38) in the request message. Also CancelReplace requests for Limit Orders must include Price (tag 44). This applies to both 35=G and 35=AC request types.

(Ref 136668)

Version: v176

01/08/2022

02/11/2022

Improvements

FIX Services

Tag 828, TrdType, is now included in the TradeCaptureAck message (35=AR).

(Ref 136417)

Version: v176

01/08/2022

02/11/2022

Improvements

FIX Services

Updated the TT FIX schema files with new TT Order Type parameters, in preparation for a future release of TT Algo Server.

The new tags are supported in the TT schema only, and will have no effect if included in FIX order messages, and will not appear in drop copy execution reports.

Additional details will be provided when the new Algo server is deployed to UAT.
<field number='16969' name='SecondConditionIsOn' type='BOOLEAN' />
<field number='16970' name='SecondTriggerTicksAway' type='INT' />
<field number='16971' name='SecondTriggerQtyType' type='INT' >
<value enum='1' description="eQty"/>
<value enum='2' description="ePercentage"/>
</field>
<field number='16972' name='SecondTriggerQtyCompare' type='INT' >
<value enum='3' description="eLTE"/>
<value enum='5' description="eGTE"/>
</field>
<field number='16973' name='SecondTriggerQty' type='QTY' />
<field number='16974' name='LeftoverTime' type='INT' >
<value enum='0' description="eAtEnd"/>
<value enum='1' description="eAtHalfLife"/>
</field>
<field number='16975' name='SecondTriggerPriceType' type='INT' >
<value enum='1' description="eBid"/>
<value enum='2' description="eAsk"/>
<value enum='3' description="eLtp"/>
<value enum='6' description="eSameSide"/>
<value enum='7' description="eOppositeSide"/>
</field>
<field number='16976' name='NoImplies' type='BOOLEAN' />
<field number='16977' name='CustomSliceSched' type='STRING' />
<field number='16978' name='TTStopNoImplies' type='BOOLEAN' />

(Ref 136416)

Version: v176

01/08/2022

02/11/2022

Plan

FIX Services

Limited production deployment for FIX Market Data began Jan.08, 2022 and will continue deployment to the full production environment over the following 3-4 weeks. Deployment of FIX Order Routing is expected to begin Jan. 15, and Drop Copy to begin on Jan. 21.

All FIX Services for the v176 release were deployed to UAT Data Centers at EOD December 9, 2021.

This release includes changes to the FIX XML schema files. Clients are strongly encouraged to download and deploy the latest XML schema files from: https://library.tradingtechnologies.com/tt-fix/general/System_Overview.html prior to release.

Release Notes for FIX v176 and prior releases can be reviewed at any time by going to https://library.tradingtechnologies.com/release_notes/.

(Ref 136415)

Version: v176